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Generate historical market_data on the fly.#32
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zgohr wants to merge 1 commit intomaxbbraun:masterfrom
Open
Generate historical market_data on the fly.#32zgohr wants to merge 1 commit intomaxbbraun:masterfrom
zgohr wants to merge 1 commit intomaxbbraun:masterfrom
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Owner
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I actually did that first, but removed it because the data from the API gets less accurate (less granular) over time. |
Author
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Alright. Is there anything you'd like me to do with this PR? I built it to fetch historical prices when benchmarking strategies that included other twitter accounts (@potus, etc.) It might still have value in that capacity. |
Owner
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I'm not planning to merge this pull request, but thank you for the suggestion! I suspect that the right way to make getting historical market data better would be to use an API that returns high-quality results, even for older data. Something like that would likely cost money. |
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Does it integrate with any trading api's such that trades can be automatically triggered once a pair/stock is mentioned by potus ? |
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If historical market data isn't found during testing/benchmarking, generate it using the TradeKing API.
A better approach might be to just use the API for benchmarking. Is there a hard requirement that market data be stored locally?